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The valuation of contingent claims using alternative numerical methods

Chang, Chuang-chang; Lin, Jun-biao - In: Journal of international financial markets, … 20 (2010) 5, pp. 490-508

Persistent link: https://www.econbiz.de/10009247749

Using Richardson extrapolation techniques to price American options with alternative stochastic processes

Chang, Chuang-chang; Lin, Jun-biao; Tsai, Wei-che; … - In: Review of quantitative finance and accounting 39 (2012) 3, pp. 383-406

Persistent link: https://www.econbiz.de/10009673702

The valuation of multivariate contingent claims under transformed trinomial approaches

Chang, Chuang-chang; Lin, Jun-biao - In: Review of quantitative finance and accounting 34 (2010) 1, pp. 23-36

Persistent link: https://www.econbiz.de/10003942163

A generalized Brennan-Rubinstein approach for valuing options with stochastic interest rates

Chang, Chuang-chang; Tsay, Min-Hung; Lin, Jun-Biao - In: The quarterly review of economics and finance : journal … 67 (2018), pp. 92-99

Persistent link: https://www.econbiz.de/10012034430

Hedging strategy comparisons of volatility index options using diffusion models

Lin, Jun-Biao - In: The international journal of business and finance … 9 (2015) 3, pp. 59-69

Persistent link: https://www.econbiz.de/10011285427

Hedging Strategy Comparisons of Volatility Index Options Using Diffusion Models

Lin, Jun-Biao - 2016

With the innovation of derivatives, the Standard and Poor's (S&P) 500 index -- as an underlying asset of the volatility index (VIX) introduced by the Chicago Board Options Exchange (CBOE) -- was adopted as the research subject in this study. Since the financial crisis of 2008, the degree of...

Persistent link: https://www.econbiz.de/10013003759

An exponential extrapolation approach for the valuation and hedging of American options

Chang, Chuang-chang - In: International journal of business 5 (2000) 2, pp. 29-55

Persistent link: https://www.econbiz.de/10001522445

Measuring risk-based premium and capital requirement for insurers

Chang, Chuang-chang; Dong, Meng-yun; Yu, Min-Teh - In: Advances in financial planning and forecasting 8 (1998), pp. 63-78

Persistent link: https://www.econbiz.de/10001406382

Analytic approximation formulare for pricing forward-starting Asian options

Tsao, Chueh-yung; Chang, Chuang-chang; Lin, Chung-gee - In: The journal of futures markets 23 (2002) 5, pp. 487-516

Persistent link: https://www.econbiz.de/10001769702

Valuation and hedging of American-style lookback and barrier options

Chang, Chuang-chang; Chung, San-lin - In: Advances in investment analysis and portfolio … 8 (2001), pp. 19-37

Persistent link: https://www.econbiz.de/10001640860